+65.2%
CSGP vs DKS
+224.7%
-159.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.6% |
| 7D | +1.3% | -2.1% | +3.4% | +1.6% |
| 30D | +10.7% | +7.3% | +3.3% | +9.4% |
| 3M | +3.3% | -28.4% | +31.7% | +8.7% |
| 6M | -10.3% | -36.9% | +26.6% | -3.6% |
| YTD | -54.6% | -27.3% | -27.2% | -52.7% |
| 1Y | -54.6% | -33.2% | -21.4% | -52.0% |
| 3Y | -60.3% | +32.2% | -92.5% | -64.5% |
| 5Y | -63.3% | +22.3% | -85.6% | -68.1% |
| All | +65.2% | +224.7% | -159.5% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling